Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47436.44 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46038.45 Kr¶

PnL: ---------------------------------------> -850.12 Kr¶

DD now: ---------------------------------> -2.454 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 12:48:58.304874'

Anic Portfolio¶

This Week¶

Return: -0.989 %¶

Total¶

Return: 55.304 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.760000 2793.000000 157.000000 5.960000 2636.000010
HMS Networks 2 -1.260000 780.800000 107.800000 16.020000 673.000000
Nordea Bank Abp 29 1.630000 3540.320000 86.320000 2.500000 3453.999992
SAAB B 8 -0.460000 3427.200000 50.200000 1.490000 3377.000000
MedCap 2 0.860000 467.000000 46.000000 10.930000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.640000 396.200000 41.200000 11.610000 355.000000
Boozt 12 1.220000 1692.000000 38.000000 2.300000 1653.999996
Resurs Holding 22 1.700000 603.900000 29.900000 5.210000 573.999998
Corem Property Group B 59 0.690000 602.980000 25.980000 4.500000 576.999999
Swedbank A 3 2.030000 587.550000 23.550000 4.180000 564.000000
AcadeMedia 12 -0.330000 576.720000 19.720000 3.540000 557.000004
Intrum 4 0.220000 546.000000 19.000000 3.610000 527.000000
OEM International B 7 -0.130000 545.300000 17.300000 3.280000 527.999997
Securitas B 6 1.790000 586.440000 16.440000 2.880000 570.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -0.230000 552.640000 9.640000 1.780000 543.000000
Samhällsbyggnadsbo. i Norden D 12 2.630000 253.200000 7.200000 2.930000 246.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 569.100000 7.100000 1.260000 562.000005
Coor Service Management Hold. 8 0.300000 537.200000 5.200000 0.980000 532.000000
Creaspac SPAC 6 0.210000 582.000000 5.000000 0.870000 577.000002
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Handelsbanken A 5 0.740000 544.000000 -2.000000 -0.370000 546.000000
Midsona B 63 -0.220000 567.000000 -16.000000 -2.740000 582.999984
CTEK 13 -2.990000 514.800000 -19.200000 -3.600000 533.999999
International Petroleum Corp. 5 3.990000 574.000000 -20.570000 -3.460000 594.565215
Essity B 2 -0.760000 545.000000 -29.000000 -5.050000 574.000000
Essity A 4 -0.550000 1092.000000 -57.000000 -4.960000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.470000 3776.500000 -73.500000 -1.910000 3850.000000
Fasadgruppen Group 35 1.940000 3682.000000 -129.000000 -3.380000 3810.999990
OX2 18 0.950000 1431.900000 -232.100000 -13.950000 1663.999992
Beijer Electronics Group 26 -2.600000 2730.000000 -241.000000 -8.110000 2971.000006
Axfood 13 0.640000 3490.500000 -265.500000 -7.070000 3756.000001
Ovzon 52 -2.250000 2714.400000 -647.600000 -19.260000 3361.999992
TOTAL 46041.190000 -847.380000 -2.44851% 46888.564618

Updated:¶

'2023-01-27 12:48:14.866464'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶